The asymptotic distribution of impact multipliers for a non-linear structural econometric model,

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1977): The asymptotic distribution of impact multipliers for a non-linear structural econometric model,. Published in: Seminari di Econometria e di Matematica Applicata. Universita' degli Studi di Modena: Istituto Statistico-Matematico, Facolta' di Economia e Commercio, (1979): pp. 1-24.

Abstract

The problem of deriving asymptotic statistical properties of impact multipliers from a consistent estimate of a structural non-linear econometric model is discussed. The theoretical aspects, which generalize the results derived by Goldberger, Nagar and Odeh for linear models, are analyzed in detail, as well as the numerical (computational) aspects. Numerical results are finally displayed for an econometric model well known in the literature.

• Item Type: MPRA Paper
• Language: English
• Keywords: Asymptotic standard errors; impact multipliers; econometric models
• Subjects: C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63 - Computational Techniques ; Simulation Modeling; C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C30 - General

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